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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+7.88%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$44.9B
AUM Growth
-$54.8B
(-55%)
Cap. Flow
-$57B
Cap. Flow
% of AUM
-126.84%
Top 10 Holdings %
Top 10 Hldgs %
46.94%
Holding
2,385
New
214
Increased
344
Reduced
647
Closed
1,131
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pinduoduo
PDD
|
+$149M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$139M |
| 3 |
Wells Fargo
WFC
|
+$96.7M |
| 4 |
NVIDIA
NVDA
|
+$83.8M |
| 5 |
TSMC
TSM
|
+$59.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Tesla
TSLA
|
+$535M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$431M |
| 3 |
iShares Russell 2000 ETF
IWM
|
+$406M |
| 4 |
Meta Platforms (Facebook)
META
|
+$271M |
| 5 |
Microsoft
MSFT
|
+$229M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.06% |
| 2 | Consumer Discretionary | 1.38% |
| 3 | Financials | 0.77% |
| 4 | Communication Services | 0.69% |
| 5 | Industrials | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SCHW
151
PUT
Charles Schwab
SCHW
$187B
| $49.6M | 0.11% |
761,400
-984,800
| -56% | -$59.7M |
|
152
PUT
XPeng
XPEV
$11.2B
| $49.1M | 0.11% |
1,346,100
+536,800
| +66% | +$22.3M |
|
153
CALL
NovoCure
NVCR
$1.83B
| $48.8M | 0.11% |
369,000
+21,900
| +6% | +$3.46M |
|
154
CALL
NextEra Energy
NEE
$176B
| $48.4M | 0.11% |
640,600
+268,000
| +72% | +$20.9M |
|
155
PUT
SLB Ltd
SLB
$76.5B
| $48.4M | 0.11% |
1,780,200
-1,701,700
| -49% | -$44.8M |
|
156
CALL
Starbucks
SBUX
$120B
| $48.2M | 0.11% |
441,300
-895,200
| -67% | -$94M |
|
157
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.65B
| $48M | 0.11% |
723,400
-833,000
| -54% | -$52M |
|
158
CALL
Peloton Interactive
PTON
$2.38B
| $47.8M | 0.11% |
425,000
-438,000
| -51% | -$58.1M |
|
159
PUT
Roku
ROKU
$22.3B
| $46.9M | 0.1% |
143,800
-214,800
| -60% | -$84.2M |
|
160
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.52B
| $46.6M | 0.1% |
573,500
-822,800
| -59% | -$62.8M |
|
161
PUT
Southwest Airlines
LUV
$23B
| $46.4M | 0.1% |
759,800
-657,500
| -46% | -$35M |
|
162
CALL
UnitedHealth
UNH
$367B
| $45.8M | 0.1% |
123,100
-325,400
| -73% | -$113M |
|
163
PUT
VanEck Semiconductor ETF
SMH
$71.8B
| $45.3M | 0.1% |
371,800
-392,400
| -51% | -$46.5M |
|
164
PUT
Trade Desk
TTD
$8.31B
| $44.3M | 0.1% |
680,000
-406,000
| -37% | -$31.4M |
|
165
CALL
QuantumScape Corp
QS
$3.4B
| $43.6M | 0.1% |
975,000
+590,100
| +153% | +$30.9M |
|
166
CALL
Weyerhaeuser
WY
$18.3B
| $43.3M | 0.1% |
1,217,600
+1,043,800
| +601% | +$35.5M |
|
167
CALL
Prudential Financial
PRU
$41.9B
| $42.5M | 0.09% |
466,000
-72,000
| -13% | -$6.16M |
|
168
PUT
Plug Power
PLUG
$2.89B
| $42.4M | 0.09% |
1,183,500
+461,800
| +64% | +$23.8M |
|
169
CALL
Walmart Inc
WMT
$892B
| $40.7M | 0.09% |
900,000
+555,600
| +161% | +$25.7M |
|
170
CALL
STMicroelectronics
STM
$47.5B
| $40.7M | 0.09% |
1,063,000
-971,200
| -48% | -$37.9M |
|
171
CALL
Royal Caribbean
RCL
$85.7B
| $40.4M | 0.09% |
471,700
-1,815,500
| -79% | -$144M |
|
172
CALL
PG&E
PCG
$37.4B
| $40.2M | 0.09% |
3,436,500
-4,904,400
| -59% | -$57M |
|
173
PUT
VanEck Gold Miners ETF
GDX
$25.6B
| $39.4M | 0.09% |
1,213,400
-1,896,700
| -61% | -$64.6M |
|
174
CALL
State Street SPDR S&P Retail ETF
XRT
$323M
| $39.1M | 0.09% |
438,000
+430,700
| +5,900% | +$34.8M |
|
175
PUT
Rio Tinto
RIO
$162B
| $39.1M | 0.09% |
503,100
-5,900
| -1% | -$484K |
|
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Parallax Volatility Advisers's Q1 2021 Portfolio in Review
As of Q1 2021, Parallax Volatility Advisers held 2,385 positions worth $44.9B, down 55% from $99.7B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Parallax Volatility Advisers withdrew a net $57B in Q1 2021, closing 1,131 positions and reducing 647 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $431M position sold in full.
By sector, the portfolio is most concentrated in Technology at 2.1% of assets, up from 1.5% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Weibo worth $13.9M.
- Parallax Volatility Advisers's largest Q1 2021 buy was Weibo: 274,991 shares worth $13.9M.
- Parallax Volatility Advisers added most to Pinduoduo in Q1 2021, an estimated $149M increase.
- Parallax Volatility Advisers's biggest Q1 2021 reduction was Tesla, cutting an estimated $535M.
- Parallax Volatility Advisers fully exited Invesco QQQ Trust in Q1 2021, selling an estimated $431M.
- Parallax Volatility Advisers's ten largest holdings make up 47% of its $44.9B portfolio in Q1 2021.
- Parallax Volatility Advisers opened 214 new positions and closed 1,131 in Q1 2021.
- Parallax Volatility Advisers's portfolio value fell 55% quarter-over-quarter to $44.9B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2021, filed 14 May 2021.